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Camara, Antonio


 SSRN Author Rank: 6,231 by Downloads
 

Oklahoma State University, Stillwater - College of Business Administration


 201 Business
 Stillwater, OK 74078-0555
 United States
 email address

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. Camara, Antonio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,499
Total
Citations
9
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Popova, Ivilina
Texas State University - San Marcos
Simkins, Betty J.
Oklahoma State University - Stillwater - Department of Finance
Posted:
11 Aug 05
Last Revised:
02 Oct 09
668
(17,126)
 

2.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Henderson, Vicky
University of Oxford - Oxford Man Institute
Posted:
03 Dec 07
Last Revised:
13 Mar 09
638
(18,299)
 

3.  
Option Implied Cost of Equity and Its Properties | Show Abstract | Download |
Journal of Futures Markets, Forthcoming
Working Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Chung, San-Lin
National Taiwan University - Department of Finance
Wang, Yaw-Huei
National Taiwan University
Posted:
05 Mar 08
Last Revised:
28 Jul 08
439
(30,250)
 

4.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Nejadmalayeri, Ali
Oklahoma State University, Stillwater - Spears School of Business
Posted:
17 Mar 09
Last Revised:
21 Aug 09
310
(46,405)
1

5.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
07 Mar 05
Last Revised:
14 Nov 08
283
(51,624)
 

6.  
Displaced Jump-Diffusion Option Valuation | Show Abstract | Download |
Journal of Derivatives, Vol. 17, No. 2, 2009
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Krehbiel, Timothy L.
Oklahoma State University, Stillwater
Li, Weiping
Oklahoma State University
Posted:
25 Apr 08
Last Revised:
12 Oct 09
265
(55,576)
 

7.  
A New Simple Square Root Option Pricing Model | Show Abstract | Download |
Journal of Futures Markets, Forthcoming.
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Wang, Yaw-Huei
National Taiwan University
Posted:
27 Aug 08
Last Revised:
19 Jan 10
212
(70,500)
 

8.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Krehbiel, Timothy L.
Oklahoma State University, Stillwater
Li, Weiping
Oklahoma State University
Posted:
21 Mar 08
Last Revised:
14 Nov 10
209
(71,546)
2

9.  
Option Pricing for the Transformed Binomial Class | Show Abstract | Download |
Journal of Futures Markets, Vol. 29, pp. 537-557, 2006
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Chung, San-Lin
National Central University at Taiwan - Department of Finance
Posted:
10 Aug 05
Last Revised:
03 Sep 08
206
(72,659)
2

10.  
Two Counters of Jumps | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
24 Apr 08
Last Revised:
02 Sep 08
119
(118,916)
4

11.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Li, Weiping
Oklahoma State University
Posted:
14 Oct 08
87
(148,499)
 

12.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
28 Sep 08
Last Revised:
05 Jun 09
63
(179,406)
 

13.  
Closed-Form Option Pricing Formulas with Extreme Events | Show Abstract |
Journal of Futures Markets, Vol. 28, pp. 213-230, 2008
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
04 Sep 08
 

14.  
The Valuation of Options with Restrictions on Preferences and Distributions | Show Abstract |
Journal of Futures Markets, Vol. 21, pp. 1091-1117, 2001
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
04 Sep 08
 

15.  
A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives | Show Abstract |
Journal of Finance, Vol. 58, pp. 805-820, 2003
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
04 Sep 08
 

16.  
Option Prices Sustained by Risk-Preferences | Show Abstract |
Journal of Business, Vol. 78, No. 5, 2005
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
04 Sep 08
 

17.  
Valuation of Event-Contingent Options | Show Abstract |
Journal of Financial Research, Vol. 29, No. 4, 2006
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
04 Sep 08
 

18.  
Earnings-Based Bonus Compensation | Show Abstract |
Financial Review, Forthcoming
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
04 Sep 08
 

19.  
The Pricing of Relative Performance Based Incentives for Executive Compensation | Show Abstract |
Journal of Business Finance and Accounting, Vol. 28, pp. 1115-1139, 2001
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
03 Sep 08
 

20.  
An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims | Show Abstract |
Review of Derivatives Research, Vol. 3, No. 1, 1999
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Posted:
03 Sep 08
 


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